You'll want to go with the Bilstein Touring Class (B4's) shocks and struts for a better than OEM ride feel and performance at stock ride height. Not the sports. They're also way more economically priced than the FSD's.
Front struts here -
2002 Mini Cooper S Hatchback - Suspension, Shocks & Springs - Page 1
Rear shocks here -
2002 Mini Cooper S Hatchback - Suspension, Shocks & Springs - Page 1
You'll also want to replace your strut/shock mounts while you have access to them. The fronts are specific to your build date, so you'll want to double check that on your vin plate in the door. If you're unsure, you can give me the last 7 digits of your vin and I can tell you which ones to get. Lemforder is the one's you'll want to go with as they're the OEM supplier.
Strut mounts -
2002 Mini Cooper S Hatchback - Suspension, Shocks & Springs - Page 2
Shock mounts -
2002 Mini Cooper S Hatchback - Suspension, Shocks & Springs - Page 2
I can also give you a list of nuts/bolts/bump stops to replace while doing the job as well if you're interested in giving your suspension a refresh. Let me know if you have any questions.